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    2a 4 Ac B 4a: Quadratic Solution: Vertex

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    Cheng Win-Yarn
    The document provides formulas for various mathematical and statistical concepts. It includes formulas for quadratic solutions, slope, arithmetic and geometric progressions, means, medians, modes, standard deviations, probabilities, distributions, and other financial and statistical calculations. Formulas are presented for topics like combinations, permutations, conditional probabilities, normal distributions, portfolio returns, binomial and Poisson distributions, and Bayes' theorem.

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    2a 4 Ac B 4a: Quadratic Solution: Vertex

    Uploaded by

    Cheng Win-Yarn
    25 views5 pages
    The document provides formulas for various mathematical and statistical concepts. It includes formulas for quadratic solutions, slope, arithmetic and geometric progressions, means, medians, modes, standard deviations, probabilities, distributions, and other financial and statistical calculations. Formulas are presented for topics like combinations, permutations, conditional probabilities, normal distributions, portfolio returns, binomial and Poisson distributions, and Bayes' theorem.

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    The document provides formulas for various mathematical and statistical concepts. It includes formulas for quadratic solutions, slope, arithmetic and geometric progressions, means, medians, modes, standard deviations, probabilities, distributions, and other financial and statistical calculations. Formulas are presented for topics like combinations, permutations, conditional probabilities, normal distributions, portfolio returns, binomial and Poisson distributions, and Bayes' theorem.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    25 views5 pages

    2a 4 Ac B 4a: Quadratic Solution: Vertex

    Uploaded by

    Cheng Win-Yarn
    The document provides formulas for various mathematical and statistical concepts. It includes formulas for quadratic solutions, slope, arithmetic and geometric progressions, means, medians, modes, standard deviations, probabilities, distributions, and other financial and statistical calculations. Formulas are presented for topics like combinations, permutations, conditional probabilities, normal distributions, portfolio returns, binomial and Poisson distributions, and Bayes' theorem.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    of 5

    Formula List

    Quadratic Solution: Vertex:


    −b ± √ b2−4 ac −b 4 ac−b2
    x= x= y=
    2a 2a , 4a

    Slope: Arithmetric Progression:


    ∆y a n=a+ ( n−1 ) d
    m=
    ∆x n
    Sn= [ 2 a+ ( n−1 ) d ]
    2

    Geometric Progression: ∑ ( Pn Qo ) ×100


    a n=a r n−1 LPI =
    ∑ ( PoQo)
    a ( r n−1 )
    Sn= for r >1
    PPI=
    ∑ ( P n Qn ) ×100
    r−1
    a ( 1−r n ) ∑ ( P o Qn )
    Sn= for r <1 ∑ ( P o Qn ) ×100
    1−r LQI=
    a ∑ ( P o Qo )
    Sn = for |r|<1
    1−r ∑ ( Pn Qn ) × 100
    PQI=
    ∑ ( Pn Q o )
    ∑ ( P n Q0)
    CPI= ×100
    ∑ ( P0 Q 0 )
    Nominal price
    Real price = ×100
    CPI Fisher Ideal Index=√( Laspeyres)( Passche )
    Value Index=
    ∑ ( Pn Q n )
    ∑ ¿¿¿

    r
    final value=original value×(1− )
    100
    Topic 3
    Amortization of Loans: Sinking Funds:
    Pi iS
    C= C=
    1−( 1+i )
    −n
    ( 1+i )n −1
    C [(1+i)n −1]
    n
    FV =−P(1+i) +
    i

    Simple Interest: Net Present Value:


    Sn=P ( 1+rn ) Ci
    NPV =∑
    (1+ r )i

    Compound Interest: Internal Rate of Return:


    r mt NPV 1
    Sn=P 1+( )m
    IRR=r 1+
    ¿¿
    Sn=P ( 1+i )n

    (I=Prn)
    Effective Interest Rate: Future Value of Ordinary Annuity:
    r m ( 1+i )n −1
    EIR= 1+( )m
    −1 S=C [ i ]
    Sn Future Value of Annuity Due:
    Present Value: Pn= n
    ( 1+i )n−1
    ( 1+r )
    S=C(1+i) [ i ]
    FVn
    PVn 
    (1  i ) n
    Future Value:
    FVn  PVn (1  i) n

    Arithmetic Progression： an  a  (n-1)d ，


    n
    S n  [2a  (n  1) d ]
    2

    Geometric Progression：an = arn-1

    a
    S  Sn 
    a (r n  1)
    Sn 
    a(1  r n )
    1 r r  1 for r >1 1 r for r<1
    Topic 5

    Sample Mean: x́=


    ∑x Population Mean: μ=
    ∑x
    n N

    Weighted Mean: Population Average Deviation:


    X́ w=
    ∑ W i Xi AD=
    ∑ |x−μ|
    ∑Wi N

    Geometric Mean Rate of Return: Sample Mean (Grouping Data):


    1
    n
    Ŕ=[ ( 1+ R1 ) × ( 1+ R1 ) ×… × ( 1+ R1 ) ] −1 x́=
    ∑ fx
    ∑f
    Median: Mode:
    n d1
    M =l m +i ( )
    2
    −F M =l m +i ( d 1 +d 2 )
    f
    Position of i-th Quartile: Sample Standard Deviation:
    i(n+1) 2
    Qi=

    √
    ( fx)
    4
    (Grouped Data) ( ∑ fx ) − ∑ 2

    S=
    ∑f
    (∑ f −1)
    Population Standard Deviation: Sample Standard Deviation:
    (∑ fx2 ) 2

    σ=
    √ ∑f
    −μ 2

    S=
    √ 2

    N −1
    ( x)
    ( ∑ x ) − ∑n

    Coefficient of Skewness: Coefficient of Variance:


    3( Mean−Median) s
    CofSkew= CV = ×100 %
    Std . Deviation x́
    Topic 6 & 7
    Combination: Permutation
    n! n!
    C (n , r )= P ( n , r )=
    r !(n−r ) ! (n−r )!
    C( n ,r )=n C r P(n,r )=n Pr
    P ( X  x )  nC x p x (1  p ) n  x
     nC x p x q n  x

    Conditional Probability: Discrete Distribution:


    P( A∧B) Mean : μ=E ( X )=∑ X i P( X i)
    P ( A|B )=
    P (B) Variance:
    N
    σ   [X i  E(X)]2 P(Xi )
    2

    i1
    Standard deviation:
    N
    σ  σ2   [X
    i1
    i  E(X)]2 P(Xi )

    Standard Deviation: Covariance:


    2
    σ xy =∑ [ X i−E ( X ) ] [Y i −E(Y ) ¿ ] P(X i Y i) ¿
    σ= √∑ [ X −E ( X ) ] P( X )
    i i

    Norminal Portfolio Expected Return: (weightage)


    Real Value= ×100
    Index E ( P )=wE ( X )+ (1−w ) E(Y )

    Portfolio Risk(weightage): Binomial Distribution:


    2 2 2 2
    σ p=√ w σ x + (1−w ) σ y +2 w (1−w)σ xy P ( X )= n!
    p x ( 1−p )n−x
    X ! ( n−X ) !
    Mean: μ= E ( X )=np Poisson Distribution:
    Standard Deviation: σ =√ npq e− λ λ x
    P ( X )=
    X!
    Mean : μ= E ( X )=λ The Product Rule Differentiation:
    Standard Deviation: σ =√ λ dy du dv
    =( v ) +(u)
    dx dx dx
    6
    96
    Bayes’ Theorem:
    The Quotient Rule: P( A and B )
    P( A|B )=
    du dv P( B )
    ( v )− (u)
    dy dx dx P ( A )⋅P( B|A )
    = =
    dx V 2
    [ P( A )⋅P( B|A )]+[ P( A ' )⋅P( B|A ' )]

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